HedgeFund Intelligence Indices

Live

Global

Index Dec 2015 Jan 2016 YTD Last 5 years performance
Return Return Funds reporting Return
Composite -0.28% -0.14% * 25% -0.14%
Emerging Market Debt -1.13% -2.41% * 12% -2.41%
Emerging Market Equity 0.23% -2.44% * 15% -2.44%
Equity -0.64% -3.45% * 25% -3.45%
Event Driven -0.33% -1.79% * 28% -1.79%
Macro -0.56% 0.81% * 16% 0.81%
Managed Futures -1.79% 4.41% * 42% 4.41%
Single Manager African Index 0.07% -1.83% * 17% -1.83%

* Estimate

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Absolute Return

Index Dec 2015 Jan 2016 YTD Last 5 years performance
Return Return Funds reporting Return
Commodities -0.19% 0.85% * 38% 0.85%
Composite -0.74% -0.25% * 26% -0.25%
Convertible & Equity Arbitrage -0.98% -3.32% * 14% -3.32%
Credit -0.71% -1.36% * 16% -1.36%
Distressed -0.97% -2.32% * 14% -2.32%
Event Driven -0.72% -3.90% * 28% -3.90%
Fixed Income -0.19% -2.30% * 19% -2.30%
Global Equity -0.42% -1.70% * 31% -1.70%
Latin American Debt -1.35% 0.39% * 20% 0.39%
Latin American Equity 0.41% -0.38% * 22% -0.38%
Macro -1.01% 0.56% * 15% 0.56%
Managed Futures -1.55% 3.43% * 39% 3.43%
Mixed Arbitrage 0.76% 0.60% * 28% 0.60%
Multi-Strategy -0.38% -1.32% * 17% -1.32%
Technology -0.74% -5.60% * 33% -5.60%
U.S. Equity -1.65% -4.05% * 29% -4.05%

* Estimate

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AsiaHedge

Index Dec 2015 Jan 2016 YTD Last 5 years performance
Return Return Funds reporting Return
Asia ex Japan 0.13% -0.91% * 2% -0.91%
Asia inc Japan 0.13% 1.10% * 3% 1.10%
Chinese Long/Short Equity 1.02% -4.38% * 6% -4.38%
Composite 0.15% -1.94% * 3% -1.94%
Japan Long/Short Equity 0.21% -2.04% * 7% -2.04%

* Estimate

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EuroHedge

Index Dec 2015 Jan 2016 YTD Last 5 years performance
Return Return Funds reporting Return
Composite -0.03% 0.01% * 34% 0.01%
Convertible & Equity Arbitrage EUR -1.68% -5.42% * 75% -5.42%
Convertible & Equity Arbitrage USD -0.66% -3.01% * 67% -3.01%
Credit EUR -0.03% -0.70% * 21% -0.70%
Credit USD -0.35% -0.24% * 10% -0.24%
Currency 0.57% 0.91% * 47% 0.91%
Emerging Market Debt USD -1.06% -2.46% * 12% -2.46%
Emerging Market Equity USD -0.31% -2.83% * 21% -2.83%
Equity Market Neutral & Quantitative Strategies EUR 0.95% 0.06% * 39% 0.06%
Equity Market Neutral & Quantitative Strategies USD 0.75% 0.27% * 39% 0.27%
European Equity EUR 0.36% -2.81% * 31% -2.81%
European Equity GBP 1.36% 7.27% * 25% 7.27%
European Equity Nordic -0.49% -1.31% * 58% -1.31%
European Equity USD 0.74% -2.12% * 25% -2.12%
Event Driven EUR 1.86% -3.91% * 21% -3.91%
Event Driven USD 0.20% -1.79% * 39% -1.79%
Fixed Income EUR 0.52% -0.04% * 50% -0.04%
Fixed Income USD 0.33% 1.73% * 25% 1.73%
Global Equity EUR 0.03% -2.15% * 26% -2.15%
Global Equity USD 0.51% -6.77% * 28% -6.77%
Macro EUR -1.05% 0.52% * 31% 0.52%
Macro USD -0.37% 1.70% * 26% 1.70%
Managed Futures EUR -3.18% 4.93% * 62% 4.93%
Managed Futures USD -2.79% 5.61% * 56% 5.61%
Mixed Arbitrage & Multi-Strategy USD -0.09% -0.41% * 23% -0.41%

* Estimate

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InvestHedge

Index Dec 2015 Jan 2016 YTD Last 5 years performance
Return Return Funds reporting Return
Arbitrage USD -0.17% -0.41% * 3% -0.41%
Composite -0.49% -0.59% * 2% -0.59%
Global Equity USD -0.48% -1.85% * 4% -1.85%
Global Macro Currency USD -1.23% 5.42% * 5% 5.42%
Global Multi Strategy EUR -0.70% -2.08% * 2% -2.08%
Global Multi Strategy USD -0.51% -1.98% * 2% -1.98%
Leveraged Global Multi-Strategy USD -1.70% 9.80% * 30% 9.80%
Managed Futures -3.78% 7.50% * 12% 7.50%
Self-Invested Fund of Funds USD -0.35% -0.14% * 25% -0.14%

* Estimate

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Absolute UCITS

Index Dec 2015 Jan 2016 YTD Last 5 years performance
Return Return Funds reporting Return
Credit -1.33% 0.46% * 27% 0.46%
Equity Market Neutral & Quantitative Strategies 0.83% -0.30% * 27% -0.30%
European Equity 0.35% -0.43% * 38% -0.43%
Event Driven -0.46% -4.37% * 33% -4.37%
Fund of Funds -0.94% -2.17% * 31% -2.17%
Global Equity -0.78% -1.79% * 36% -1.79%
Macro -0.96% -4.83% * 21% -4.83%
Managed Futures -2.11% 2.27% * 41% 2.27%
Mixed Arbitrage & Multi-Strategy -0.81% -3.23% * 38% -3.23%
Single Manager Composite -0.64% -1.68% * 30% -1.68%

* Estimate

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